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        riddles >> general problem-solving / chatting / whatever >> Min Max Problem with inequality constraint.
        
(Message started by: knightfischer on Apr 13^th, 2008, 6:28am)

Title: Min Max Problem with inequality constraint.
Post by knightfischer on Apr 13^th, 2008, 6:28am

I know how to use Lagrange multipliers for min/max problems with a constraint involving an equality, but I do not know what to do if the constraint is an inequality.

That is, maximize f(x,y), subject to the constraint
g(x,y)>c.

Can anyone explain the technique for this type of problem?

Title: Re: Min Max Problem with inequality constraint.
Post by pex on Apr 13^th, 2008, 7:39am

Wikipedia (http://en.wikipedia.org/wiki/Karush-Kuhn-Tucker_conditions) is often a good place to start.